Re: American options with discrete dividends - why it crashes?

Posted by xnb on
URL: http://quantlib.414.s1.nabble.com/american-options-via-trinomial-trees-tp6966p13845.html

Error came from the DivDate? 2010 1st Oct?


Date todaysDate = new Date(15, Month.May, 1998);
Date settlementDate = new Date(17, Month.May, 1998);
Date maturity = new Date(17, Month.May, 1999);

divDates.add(new Date(1, Month.October, 2010));